A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs
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Abstract:
An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.
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Journal title
volume 14 issue 1
pages 127- 146
publication date 2019-04-01
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